Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.284034 0.309251 0.336701 0.368983 0.406145 0.447873 0.498686
2025-11-30 0.251059 0.283265 0.320311 0.366624 0.423770 0.493077 0.585276
2025-12-07 0.227708 0.263589 0.306564 0.362836 0.436171 0.530933 0.667051
2025-12-14 0.209538 0.247413 0.294234 0.357871 0.444654 0.563087 0.745391
2025-12-21 0.193966 0.232631 0.281648 0.350320 0.447581 0.586700 0.814549
2025-12-28 0.186171 0.226847 0.279761 0.356276 0.469124 0.639115 0.938085
2026-01-04 0.180788 0.223589 0.280644 0.365713 0.496309 0.703730 1.097417
2026-01-11 0.171972 0.214981 0.273340 0.362344 0.503182 0.736264 1.206836
2026-01-18 0.166666 0.210736 0.271683 0.366945 0.522822 0.793132 1.380242
2026-01-25 0.156989 0.199794 0.259640 0.354527 0.512888 0.795358 1.437569
2026-02-01 0.147969 0.189317 0.247644 0.341218 0.499988 0.790038 1.476246
2026-02-08 0.142559 0.183705 0.242454 0.338233 0.504496 0.818616 1.605821
2026-02-15 0.140297 0.182623 0.244103 0.346676 0.530759 0.896481 1.899377
2026-02-22 0.136248 0.178704 0.241179 0.347274 0.542689 0.946892 2.142696
2026-03-01 0.131815 0.173991 0.236737 0.344907 0.548656 0.985338 2.370728
2026-03-08 0.127309 0.168961 0.231512 0.340762 0.550633 1.014983 2.587390
2026-03-15 0.122528 0.163315 0.225022 0.333926 0.546471 1.029151 2.756619
2026-03-22 0.120727 0.162114 0.225544 0.339545 0.568382 1.113235 3.279925
2026-03-29 0.119667 0.161985 0.227755 0.348354 0.598164 1.226257 4.071381
2026-04-05 0.116329 0.158168 0.223705 0.345235 0.601534 1.266827 4.535534
2026-04-12 0.114586 0.156777 0.223599 0.349518 0.622045 1.363618 5.503946
2026-04-19 0.110036 0.150789 0.215511 0.337970 0.604764 1.339683 5.588376
2026-04-26 0.105546 0.144777 0.207189 0.325575 0.584564 1.303485 5.553218